0000829108-21-000003.txt : 20210513
0000829108-21-000003.hdr.sgml : 20210513
20210513155043
ACCESSION NUMBER: 0000829108-21-000003
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20210331
FILED AS OF DATE: 20210513
DATE AS OF CHANGE: 20210513
EFFECTIVENESS DATE: 20210513
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Brandywine Global Investment Management, LLC
CENTRAL INDEX KEY: 0000829108
IRS NUMBER: 510294965
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-02204
FILM NUMBER: 21919403
BUSINESS ADDRESS:
STREET 1: 1735 MARKET STREET
STREET 2: SUITE 1800
CITY: PHILADELPHIA
STATE: PA
ZIP: 19103
BUSINESS PHONE: 215-609-3500
MAIL ADDRESS:
STREET 1: 1735 MARKET STREET
STREET 2: SUITE 1800
CITY: PHILADELPHIA
STATE: PA
ZIP: 19103
FORMER COMPANY:
FORMER CONFORMED NAME: BRANDYWINE ASSET MANAGEMENT LLC
DATE OF NAME CHANGE: 20040414
FORMER COMPANY:
FORMER CONFORMED NAME: BRANDYWINE ASSET MANAGEMENT INC
DATE OF NAME CHANGE: 19940214
13F-HR
1
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0000829108
XXXXXXXX
03-31-2021
03-31-2021
false
Brandywine Global Investment Management, LLC
1735 Market Street
Suite 1800
Philadelphia
PA
19103
13F COMBINATION REPORT
028-02204
0000038777
028-00734
FRANKLIN RESOURCES INC
N
Chris Marzullo
General Counsel & Chief Compliance Officer
215-609-3544
/s/CHRIS MARZULLO
Philadelphia
PA
05-06-2021
0
671
13265101
INFORMATION TABLE
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420
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11176
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CNO FINL GROUP INC
COM
12621E103
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CNX RES CORP
COM
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COHU INC
COM
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COLLEGIUM PHARMACEUTICAL INC
COM
19459J104
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83942
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COMCAST CORP NEW
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COM
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0
0
CONOCOPHILLIPS
COM
20825C104
13530
255435
SH
DFND
255435
0
0
CONSOL ENERGY INC DISC COML
COM
20854L108
137
14110
SH
DFND
14110
0
0
CONTINENTAL RES INC
COM
212015101
10752
415635
SH
DFND
415635
0
0
COOPER STD HLDGS INC
COM
21676P103
254
6990
SH
DFND
6990
0
0
COOPER TIRE & RUBR CO
COM
216831107
7817
139642
SH
DFND
139642
0
0
CORE LABORATORIES N V
COM
N22717107
3754
130382
SH
DFND
130382
0
0
CORNERSTONE BLDG BRANDS INC
COM
21925D109
10217
728236
SH
DFND
728236
0
0
CORNING INC
COM
219350105
24276
557930
SH
DFND
557930
0
0
CORTEVA INC
COM
22052L104
49997
1072444
SH
DFND
1072444
0
0
COVENANT LOGISTICS GROUP INC
CL A
22284P105
204
9919
SH
DFND
9919
0
0
COWEN INC
CL A NEW
223622606
490
13933
SH
DFND
13933
0
0
CRANE CO
COM
224399105
562
5987
SH
DFND
5987
0
0
CREDIT ACCEP CORP MICH
COM
225310101
2294
6368
SH
DFND
6368
0
0
CROWN HLDGS INC
COM
228368106
47471
489187
SH
DFND
489187
0
0
CSG SYS INTL INC
COM
126349109
1108
24686
SH
DFND
24686
0
0
CSX CORP
COM
126408103
58763
609447
SH
DFND
609447
0
0
CULLEN FROST BANKERS INC
COM
229899109
4950
45510
SH
DFND
45510
0
0
CUMMINS INC
COM
231021106
43759
168881
SH
DFND
168881
0
0
CVS HEALTH CORP
COM
126650100
69894
929067
SH
DFND
929067
0
0
D R HORTON INC
COM
23331A109
76654
860116
SH
DFND
860116
0
0
DANA INC
COM
235825205
10656
437966
SH
DFND
437966
0
0
DANIMER SCIENTIFIC INC
COM CL A
236272100
1748
46300
SH
DFND
46300
0
0
DARLING INGREDIENTS INC
COM
237266101
8718
118481
SH
DFND
118481
0
0
DAVITA INC
COM
23918K108
25186
233704
SH
DFND
233704
0
0
DELUXE CORP
COM
248019101
6342
151137
SH
DFND
151137
0
0
DICKS SPORTING GOODS INC
COM
253393102
5377
70608
SH
DFND
70608
0
0
DIGI INTL INC
COM
253798102
352
18511
SH
DFND
18511
0
0
DILLARDS INC
CL A
254067101
6251
64730
SH
DFND
64730
0
0
DISCOVER FINL SVCS
COM
254709108
29985
315665
SH
DFND
315665
0
0
DISCOVERY INC
COM SER A
25470F104
8716
200559
SH
DFND
200559
0
0
DISCOVERY INC
COM SER C
25470F302
2
52
SH
DFND
52
0
0
DISH NETWORK CORPORATION
NOTE 3.375% 8/1
25470MAB5
44687
46365000
PRN
DFND
46365000
0
0
DISNEY WALT CO
COM
254687106
6638
35974
SH
DFND
35974
0
0
DOLLAR TREE INC
COM
256746108
30537
266795
SH
DFND
266795
0
0
DOMTAR CORP
COM NEW
257559203
7264
196360
SH
DFND
196360
0
0
DONNELLEY FINL SOLUTIONS INC
COM
25787G100
456
16375
SH
DFND
16375
0
0
DONNELLEY R R & SONS CO
COM
257867200
87
21420
SH
DFND
21420
0
0
DOVER CORP
COM
260003108
22224
162066
SH
DFND
162066
0
0
DRIL-QUIP INC
COM
262037104
4285
128964
SH
DFND
128964
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
2622
27160
SH
DFND
27160
0
0
DUPONT DE NEMOURS INC
COM
26614N102
56623
732697
SH
DFND
732697
0
0
EARTHSTONE ENERGY INC
CL A
27032D304
129
18060
SH
DFND
18060
0
0
EAST WEST BANCORP INC
COM
27579R104
17191
232945
SH
DFND
232945
0
0
EASTMAN CHEM CO
COM
277432100
54845
498048
SH
DFND
498048
0
0
EBAY INC.
COM
278642103
47770
780039
SH
DFND
780039
0
0
EBIX INC
COM NEW
278715206
1559
48680
SH
DFND
48680
0
0
EDGEWELL PERS CARE CO
COM
28035Q102
10339
261074
SH
DFND
261074
0
0
EMERALD HOLDING INC
COM
29103W104
166
30000
SH
DFND
30000
0
0
EMERSON ELEC CO
COM
291011104
40947
453857
SH
DFND
453857
0
0
ENOVA INTL INC
COM
29357K103
1918
54071
SH
DFND
54071
0
0
ENSTAR GROUP LIMITED
SHS
G3075P101
13411
54353
SH
DFND
54353
0
0
ENTERPRISE FINL SVCS CORP
COM
293712105
2476
50087
SH
DFND
50087
0
0
EOG RES INC
COM
26875P101
48234
665021
SH
DFND
665021
0
0
EQT CORP
COM
26884L109
21247
1143531
SH
DFND
1143531
0
0
EQUITABLE HLDGS INC
COM
29452E101
13017
399040
SH
DFND
399040
0
0
EQUITY COMWLTH
COM SH BEN INT
294628102
18153
652971
SH
DFND
652971
0
0
ESSENT GROUP LTD
COM
G3198U102
35242
742094
SH
DFND
742094
0
0
EVERCORE INC
CLASS A
29977A105
9167
69582
SH
DFND
69582
0
0
EVEREST RE GROUP LTD
COM
G3223R108
8280
33414
SH
DFND
33414
0
0
EVOLUS INC
COM
30052C107
1530
117796
SH
DFND
117796
0
0
EXELON CORP
COM
30161N101
51353
1174046
SH
DFND
1174046
0
0
EXPEDITORS INTL WASH INC
COM
302130109
5507
51137
SH
DFND
51137
0
0
EXXON MOBIL CORP
COM
30231G102
107884
1932367
SH
DFND
1932367
0
0
F N B CORP
COM
302520101
4265
335831
SH
DFND
335831
0
0
FACEBOOK INC
CL A
30303M102
32720
111092
SH
DFND
111092
0
0
FEDERATED HERMES INC
CL B
314211103
4444
141994
SH
DFND
141994
0
0
FEDEX CORP
COM
31428X106
28860
101604
SH
DFND
101604
0
0
FIFTH THIRD BANCORP
COM
316773100
23752
634245
SH
DFND
634245
0
0
FIRST AMERN FINL CORP
COM
31847R102
4588
80987
SH
DFND
80987
0
0
FIRST BANCORP N C
COM
318910106
886
20364
SH
DFND
20364
0
0
FIRST BANCORP P R
COM NEW
318672706
16574
1471904
SH
DFND
1471904
0
0
FIRST BUS FINL SVCS INC WIS
COM
319390100
2006
81116
SH
DFND
81116
0
0
FIRST BUSEY CORP
COM NEW
319383204
1748
68141
SH
DFND
68141
0
0
FIRST COMWLTH FINL CORP PA
COM
319829107
1442
100379
SH
DFND
100379
0
0
FIRST CTZNS BANCSHARES INC N
CL A
31946M103
1918
2295
SH
DFND
2295
0
0
FIRST FINANCIAL NORTHWEST IN
COM
32022K102
1741
122146
SH
DFND
122146
0
0
FIRST FINL BANCORP OH
COM
320209109
2408
100337
SH
DFND
100337
0
0
FIRST FINL CORP IND
COM
320218100
287
6371
SH
DFND
6371
0
0
FIRST HAWAIIAN INC
COM
32051X108
3704
135334
SH
DFND
135334
0
0
FIRST INTERNET BANCORP
COM
320557101
7478
212250
SH
DFND
212250
0
0
FIRST MERCHANTS CORP
COM
320817109
2638
56738
SH
DFND
56738
0
0
FIRST MIDWEST BANCORP DEL
COM
320867104
4948
225820
SH
DFND
225820
0
0
FIRST NORTHWEST BANCORP
COM
335834107
3105
186818
SH
DFND
186818
0
0
FIRST SOLAR INC
COM
336433107
4287
49105
SH
DFND
49105
0
0
FIRSTENERGY CORP
COM
337932107
40615
1170806
SH
DFND
1170806
0
0
FIVE STAR SENIOR LIVING INC
COM NEW
33832D205
80
13100
SH
DFND
13100
0
0
FLAGSTAR BANCORP INC
COM PAR .001
337930705
9180
203552
SH
DFND
203552
0
0
FLEXION THERAPEUTICS INC
COM
33938J106
672
75104
SH
DFND
75104
0
0
FMC CORP
COM NEW
302491303
16297
147336
SH
DFND
147336
0
0
FONAR CORP
COM NEW
344437405
1906
105352
SH
DFND
105352
0
0
FORD MTR CO DEL
COM
345370860
54593
4456600
SH
DFND
4456600
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
15186
158486
SH
DFND
158486
0
0
FOSSIL GROUP INC
COM
34988V106
429
34610
SH
DFND
34610
0
0
FOX CORP
CL A COM
35137L105
19514
540413
SH
DFND
540413
0
0
FOX CORP
CL B COM
35137L204
1
39
SH
DFND
39
0
0
FRANKLIN STR PPTYS CORP
COM
35471R106
3601
660673
SH
DFND
660673
0
0
FRANKS INTL N V
COM
N33462107
4524
1274331
SH
DFND
1274331
0
0
FRIEDMAN INDS INC
COM
358435105
378
46753
SH
DFND
46753
0
0
FULTON FINL CORP PA
COM
360271100
2887
169501
SH
DFND
169501
0
0
FUTUREFUEL CORP
COM
36116M106
504
34676
SH
DFND
34676
0
0
G III APPAREL GROUP LTD
COM
36237H101
5240
173853
SH
DFND
173853
0
0
GATX CORP
COM
361448103
4141
44657
SH
DFND
44657
0
0
GENCO SHIPPING & TRADING LTD
SHS
Y2685T131
334
33100
SH
DFND
33100
0
0
GENERAL DYNAMICS CORP
COM
369550108
58984
324871
SH
DFND
324871
0
0
GENERAL MTRS CO
COM
37045V100
210338
3660604
SH
DFND
3660604
0
0
GENPACT LIMITED
SHS
G3922B107
9094
212375
SH
DFND
212375
0
0
GENUINE PARTS CO
COM
372460105
18733
162066
SH
DFND
162066
0
0
GEOPARK LTD
USD SHS
G38327105
7885
513304
SH
DFND
513304
0
0
GLATFELTER CORPORATION
COM
377320106
377
21956
SH
DFND
21956
0
0
GLAXOSMITHKLINE PLC
SPONSORED ADR
37733W105
28634
802286
SH
DFND
802286
0
0
GLOBUS MED INC
CL A
379577208
2212
35862
SH
DFND
35862
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
136328
416904
SH
DFND
416904
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
14747
839320
SH
DFND
839320
0
0
GRAFTECH INTL LTD
COM
384313508
11754
961051
SH
DFND
961051
0
0
GRAHAM HLDGS CO
COM CL B
384637104
8161
14510
SH
DFND
14510
0
0
GRAINGER W W INC
COM
384802104
17030
42476
SH
DFND
42476
0
0
GRAY TELEVISION INC
COM
389375106
2578
140113
SH
DFND
140113
0
0
GREAT LAKES DREDGE & DOCK CO
COM
390607109
4548
311917
SH
DFND
311917
0
0
GREAT SOUTHN BANCORP INC
COM
390905107
287
5071
SH
DFND
5071
0
0
GREAT WESTN NATL BK PORTLAND
COM
695263103
7336
192289
SH
DFND
192289
0
0
GREEN BRICK PARTNERS INC
COM
392709101
3245
143074
SH
DFND
143074
0
0
GREEN PLAINS INC
COM
393222104
766
28280
SH
DFND
28280
0
0
GREENBRIER COS INC
COM
393657101
7415
157027
SH
DFND
157027
0
0
GREIF INC
CL A
397624107
7236
126948
SH
DFND
126948
0
0
GRIFFON CORP
COM
398433102
5522
203241
SH
DFND
203241
0
0
GROUP 1 AUTOMOTIVE INC
COM
398905109
11836
75011
SH
DFND
75011
0
0
HANCOCK WHITNEY CORPORATION
COM
410120109
3875
92236
SH
DFND
92236
0
0
HANESBRANDS INC
COM
410345102
27100
1377723
SH
DFND
1377723
0
0
HARBORONE BANCORP INC NEW
COM NEW
41165Y100
7252
538353
SH
DFND
538353
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
21201
317421
SH
DFND
317421
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
5610
210352
SH
DFND
210352
0
0
HAYNES INTERNATIONAL INC
COM NEW
420877201
5593
188517
SH
DFND
188517
0
0
HCA HEALTHCARE INC
COM
40412C101
92395
490574
SH
DFND
490574
0
0
HEARTLAND FINL USA INC
COM
42234Q102
2534
50421
SH
DFND
50421
0
0
HELIX ENERGY SOLUTIONS GRP I
COM
42330P107
228
45100
SH
DFND
45100
0
0
HELMERICH & PAYNE INC
COM
423452101
10454
387774
SH
DFND
387774
0
0
HENRY SCHEIN INC
COM
806407102
7928
114503
SH
DFND
114503
0
0
HERITAGE FINL CORP WASH
COM
42722X106
2281
80776
SH
DFND
80776
0
0
HERITAGE INS HLDGS INC
COM
42727J102
3186
287506
SH
DFND
287506
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
23174
1472279
SH
DFND
1472279
0
0
HIBBETT SPORTS INC
COM
428567101
811
11776
SH
DFND
11776
0
0
HILLTOP HOLDINGS INC
COM
432748101
8977
263033
SH
DFND
263033
0
0
HOLOGIC INC
COM
436440101
21969
295358
SH
DFND
295358
0
0
HOME BANCSHARES INC
COM
436893200
13031
481731
SH
DFND
481731
0
0
HOME DEPOT INC
COM
437076102
99497
325954
SH
DFND
325954
0
0
HOMESTREET INC
COM
43785V102
11600
263228
SH
DFND
263228
0
0
HOOKER FURNITURE CORP
COM
439038100
295
8093
SH
DFND
8093
0
0
HOPE BANCORP INC
COM
43940T109
1907
126621
SH
DFND
126621
0
0
HORACE MANN EDUCATORS CORP N
COM
440327104
5207
120495
SH
DFND
120495
0
0
HORIZON BANCORP INC
COM
440407104
7697
414238
SH
DFND
414238
0
0
HOVNANIAN ENTERPRISES INC
CL A NEW
442487401
459
4340
SH
DFND
4340
0
0
HOWARD HUGHES CORP
COM
44267D107
6247
65671
SH
DFND
65671
0
0
HOWMET AEROSPACE INC
COM
443201108
10793
335925
SH
DFND
335925
0
0
HP INC
COM
40434L105
46786
1473560
SH
DFND
1473560
0
0
HUBBELL INC
COM
443510607
11447
61250
SH
DFND
61250
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
12125
771298
SH
DFND
771298
0
0
HUNTSMAN CORP
COM
447011107
56319
1953494
SH
DFND
1953494
0
0
HYATT HOTELS CORP
COM CL A
448579102
3673
44419
SH
DFND
44419
0
0
HYSTER YALE MATLS HANDLING I
CL A
449172105
7924
90954
SH
DFND
90954
0
0
ICHOR HOLDINGS
SHS
G4740B105
10708
199039
SH
DFND
199039
0
0
INDEPENDENT BK GROUP INC
COM
45384B106
9068
125524
SH
DFND
125524
0
0
INGLES MKTS INC
CL A
457030104
4206
68224
SH
DFND
68224
0
0
INGREDION INC
COM
457187102
56027
623076
SH
DFND
623076
0
0
INMODE LTD
SHS
M5425M103
7604
105070
SH
DFND
105070
0
0
INSIGHT ENTERPRISES INC
COM
45765U103
11729
122919
SH
DFND
122919
0
0
INTEL CORP
COM
458140100
47631
744237
SH
DFND
744237
0
0
INTERFACE INC
COM
458665304
303
24280
SH
DFND
24280
0
0
INTERNATIONAL BANCSHARES COR
COM
459044103
7215
155439
SH
DFND
155439
0
0
INTERNATIONAL PAPER CO
COM
460146103
24286
449150
SH
DFND
449150
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
7502
256911
SH
DFND
256911
0
0
INVESCO LTD
SHS
G491BT108
7171
284341
SH
DFND
284341
0
0
INVESTORS BANCORP INC NEW
COM
46146L101
7920
539172
SH
DFND
539172
0
0
ISHARES TR
RUS 1000 VAL ETF
464287598
34665
228739
SH
DFND
228739
0
0
ISHARES TR
RUS 2000 VAL ETF
464287630
12608
79061
SH
DFND
79061
0
0
ITAU UNIBANCO HLDG S A
SPON ADR REP PFD
465562106
852
171800
SH
DFND
171800
0
0
ITT INC
COM
45073V108
8864
97498
SH
DFND
97498
0
0
J & J SNACK FOODS CORP
COM
466032109
1626
10352
SH
DFND
10352
0
0
J2 GLOBAL INC
COM
48123V102
1490
12432
SH
DFND
12432
0
0
JABIL INC
COM
466313103
8809
168890
SH
DFND
168890
0
0
JAZZ PHARMACEUTICALS PLC
SHS USD
G50871105
43422
264175
SH
DFND
264175
0
0
JEFFERIES FINL GROUP INC
COM
47233W109
10704
355622
SH
DFND
355622
0
0
JELD-WEN HLDG INC
COM
47580P103
1394
50344
SH
DFND
50344
0
0
JETBLUE AWYS CORP
COM
477143101
8780
431647
SH
DFND
431647
0
0
JOHNSON & JOHNSON
COM
478160104
328533
1998983
SH
DFND
1998983
0
0
JOHNSON CTLS INTL PLC
SHS
G51502105
75250
1261108
SH
DFND
1261108
0
0
JONES LANG LASALLE INC
COM
48020Q107
10451
58370
SH
DFND
58370
0
0
JPMORGAN CHASE & CO
COM
46625H100
438444
2880140
SH
DFND
2880140
0
0
JUNIPER NETWORKS INC
COM
48203R104
44130
1742193
SH
DFND
1742193
0
0
KB HOME
COM
48666K109
17253
370791
SH
DFND
370791
0
0
KEARNY FINL CORP MD
COM
48716P108
149
12330
SH
DFND
12330
0
0
KELLY SVCS INC
CL A
488152208
638
28656
SH
DFND
28656
0
0
KEYCORP
COM
493267108
17474
874552
SH
DFND
874552
0
0
KIMBALL ELECTRONICS INC
COM
49428J109
428
16572
SH
DFND
16572
0
0
KKR & CO INC
COM
48251W104
26952
551726
SH
DFND
551726
0
0
KNIGHT-SWIFT TRANSN HLDGS IN
CL A
499049104
12053
250632
SH
DFND
250632
0
0
KNOLL INC
COM NEW
498904200
4278
259107
SH
DFND
259107
0
0
KOPPERS HOLDINGS INC
COM
50060P106
304
8760
SH
DFND
8760
0
0
KRAFT HEINZ CO
COM
500754106
43136
1078403
SH
DFND
1078403
0
0
KROGER CO
COM
501044101
57922
1609394
SH
DFND
1609394
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
28449
111552
SH
DFND
111552
0
0
LAKELAND BANCORP INC
COM
511637100
1182
67838
SH
DFND
67838
0
0
LAWSON PRODS INC
COM
520776105
2662
51339
SH
DFND
51339
0
0
LAZARD LTD
SHS A
G54050102
9154
210377
SH
DFND
210377
0
0
LEAR CORP
COM NEW
521865204
8351
46075
SH
DFND
46075
0
0
LENNAR CORP
CL A
526057104
47518
469406
SH
DFND
469406
0
0
LGI HOMES INC
COM
50187T106
13414
89841
SH
DFND
89841
0
0
LINCOLN NATL CORP IND
COM
534187109
13041
209421
SH
DFND
209421
0
0
LKQ CORP
COM
501889208
14659
346311
SH
DFND
346311
0
0
LOEWS CORP
COM
540424108
12033
234651
SH
DFND
234651
0
0
LOWES COS INC
COM
548661107
176428
927688
SH
DFND
927688
0
0
LPL FINL HLDGS INC
COM
50212V100
9920
69784
SH
DFND
69784
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
63520
610476
SH
DFND
610476
0
0
M & T BK CORP
COM
55261F104
16556
109200
SH
DFND
109200
0
0
M D C HLDGS INC
COM
552676108
15834
266563
SH
DFND
266563
0
0
M/I HOMES INC
COM
55305B101
8098
137093
SH
DFND
137093
0
0
MAGNA INTL INC
COM
559222401
37704
428136
SH
DFND
428136
0
0
MAMMOTH ENERGY SVCS INC
COM
56155L108
101
18950
SH
DFND
18950
0
0
MANITOWOC CO INC
COM NEW
563571405
11584
561777
SH
DFND
561777
0
0
MANPOWERGROUP INC
COM
56418H100
4099
41449
SH
DFND
41449
0
0
MARATHON OIL CORP
COM
565849106
4348
407126
SH
DFND
407126
0
0
MARINEMAX INC
COM
567908108
2214
44862
SH
DFND
44862
0
0
MARKEL CORP
COM
570535104
13018
11423
SH
DFND
11423
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
29646
605275
SH
DFND
605275
0
0
MASCO CORP
COM
574599106
17748
296289
SH
DFND
296289
0
0
MASTEC INC
COM
576323109
2459
26244
SH
DFND
26244
0
0
MASTERCRAFT BOAT HLDGS INC
COM
57637H103
3745
140831
SH
DFND
140831
0
0
MATRIX SVC CO
COM
576853105
143
10940
SH
DFND
10940
0
0
MAYVILLE ENGINEERING CO INC
COM
578605107
229
15902
SH
DFND
15902
0
0
MCKESSON CORP
COM
58155Q103
35878
183950
SH
DFND
183950
0
0
MEDTRONIC PLC
SHS
G5960L103
24831
210197
SH
DFND
210197
0
0
MERCK & CO. INC
COM
58933Y105
3039
39416
SH
DFND
39416
0
0
MERCURY GENL CORP NEW
COM
589400100
6265
103030
SH
DFND
103030
0
0
MERITAGE HOMES CORP
COM
59001A102
12214
132871
SH
DFND
132871
0
0
METHODE ELECTRS INC
COM
591520200
6453
153718
SH
DFND
153718
0
0
METLIFE INC
COM
59156R108
52114
857286
SH
DFND
857286
0
0
MGIC INVT CORP WIS
COM
552848103
8762
632646
SH
DFND
632646
0
0
MICRON TECHNOLOGY INC
COM
595112103
134327
1522811
SH
DFND
1522811
0
0
MILLER HERMAN INC
COM
600544100
8729
212128
SH
DFND
212128
0
0
MILLER INDS INC TENN
COM NEW
600551204
325
7040
SH
DFND
7040
0
0
MINERALS TECHNOLOGIES INC
COM
603158106
6919
91860
SH
DFND
91860
0
0
MODINE MFG CO
COM
607828100
599
40560
SH
DFND
40560
0
0
MOHAWK INDS INC
COM
608190104
24574
127781
SH
DFND
127781
0
0
MOLINA HEALTHCARE INC
COM
60855R100
24610
105280
SH
DFND
105280
0
0
MOLSON COORS BEVERAGE CO
CL B
60871R209
32225
630019
SH
DFND
630019
0
0
MORGAN STANLEY
COM NEW
617446448
34769
447702
SH
DFND
447702
0
0
MOSAIC CO NEW
COM
61945C103
17116
541481
SH
DFND
541481
0
0
MR COOPER GROUP INC
COM
62482R107
5873
168963
SH
DFND
168963
0
0
MTS SYS CORP
COM
553777103
12514
215022
SH
DFND
215022
0
0
MURPHY OIL CORP
COM
626717102
3962
241424
SH
DFND
241424
0
0
NASDAQ INC
COM
631103108
21233
143989
SH
DFND
143989
0
0
NATIONAL BK HLDGS CORP
CL A
633707104
1884
47470
SH
DFND
47470
0
0
NATURAL GAS SVCS GROUP INC
COM
63886Q109
101
10690
SH
DFND
10690
0
0
NAVIENT CORPORATION
COM
63938C108
4956
346360
SH
DFND
346360
0
0
NBT BANCORP INC
COM
628778102
1786
44774
SH
DFND
44774
0
0
NELNET INC
CL A
64031N108
4920
67637
SH
DFND
67637
0
0
NETAPP INC
COM
64110D104
18535
255056
SH
DFND
255056
0
0
NETWORK-1 TECHNOLOGIES INC
COM
64121N109
38
12240
SH
DFND
12240
0
0
NEW HOME CO INC
COM
645370107
76
14411
SH
DFND
14411
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
1019
80765
SH
DFND
80765
0
0
NEWELL BRANDS INC
COM
651229106
12928
482758
SH
DFND
482758
0
0
NEWMONT CORP
COM
651639106
85266
1414734
SH
DFND
1414734
0
0
NEWPARK RES INC
COM PAR $.01NEW
651718504
118
37640
SH
DFND
37640
0
0
NEXSTAR MEDIA GROUP INC
CL A
65336K103
11714
83414
SH
DFND
83414
0
0
NEXTERA ENERGY INC
COM
65339F101
6205
82069
SH
DFND
82069
0
0
NISOURCE INC
COM
65473P105
33020
1369552
SH
DFND
1369552
0
0
NMI HLDGS INC
CL A
629209305
3733
157904
SH
DFND
157904
0
0
NORTHERN TR CORP
COM
665859104
19525
185756
SH
DFND
185756
0
0
NORTHWEST BANCSHARES INC MD
COM
667340103
2018
139628
SH
DFND
139628
0
0
NORTHWEST PIPE CO
COM
667746101
261
7798
SH
DFND
7798
0
0
NRG ENERGY INC
COM NEW
629377508
10504
278405
SH
DFND
278405
0
0
NUCOR CORP
COM
670346105
27650
344460
SH
DFND
344460
0
0
OCEANFIRST FINL CORP
COM
675234108
1124
46947
SH
DFND
46947
0
0
OFG BANCORP
COM
67103X102
541
23903
SH
DFND
23903
0
0
OGE ENERGY CORP
COM
670837103
4754
146910
SH
DFND
146910
0
0
OIL STS INTL INC
COM
678026105
111
18360
SH
DFND
18360
0
0
OLD NATL BANCORP IND
COM
680033107
9312
481472
SH
DFND
481472
0
0
OLD REP INTL CORP
COM
680223104
3682
168601
SH
DFND
168601
0
0
OLD SECOND BANCORP INC ILL
COM
680277100
7098
537348
SH
DFND
537348
0
0
OLYMPIC STEEL INC
COM
68162K106
5131
174224
SH
DFND
174224
0
0
OMNICOM GROUP INC
COM
681919106
47878
645691
SH
DFND
645691
0
0
ONEMAIN HLDGS INC
COM
68268W103
7085
131883
SH
DFND
131883
0
0
OPPENHEIMER HLDGS INC
CL A NON VTG
683797104
250
6252
SH
DFND
6252
0
0
ORACLE CORP
COM
68389X105
247709
3530131
SH
DFND
3530131
0
0
OREILLY AUTOMOTIVE INC
COM
67103H107
51602
101728
SH
DFND
101728
0
0
ORION GROUP HLDGS INC
COM
68628V308
76
12590
SH
DFND
12590
0
0
OSHKOSH CORP
COM
688239201
6198
52237
SH
DFND
52237
0
0
OWENS CORNING NEW
COM
690742101
11314
122860
SH
DFND
122860
0
0
PACCAR INC
COM
693718108
28468
306375
SH
DFND
306375
0
0
PACIFIC PREMIER BANCORP
COM
69478X105
3189
73416
SH
DFND
73416
0
0
PACKAGING CORP AMER
COM
695156109
14394
107037
SH
DFND
107037
0
0
PARKE BANCORP INC
COM
700885106
2676
133870
SH
DFND
133870
0
0
PARKER-HANNIFIN CORP
COM
701094104
31980
101384
SH
DFND
101384
0
0
PATTERSON-UTI ENERGY INC
COM
703481101
4814
675171
SH
DFND
675171
0
0
PBF ENERGY INC
CL A
69318G106
6110
431813
SH
DFND
431813
0
0
PDC ENERGY INC
COM
69327R101
5388
156639
SH
DFND
156639
0
0
PDL CMNTY BANCORP
COM
69290X101
1466
131996
SH
DFND
131996
0
0
PENNYMAC FINL SVCS INC NEW
COM
70932M107
14018
209631
SH
DFND
209631
0
0
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
21489
267804
SH
DFND
267804
0
0
PENTAIR PLC
SHS
G7S00T104
11759
188692
SH
DFND
188692
0
0
PEOPLES BANCORP INC
COM
709789101
259
7808
SH
DFND
7808
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
797
44529
SH
DFND
44529
0
0
PFIZER INC
COM
717081103
30669
846508
SH
DFND
846508
0
0
PHILIP MORRIS INTL INC
COM
718172109
108078
1217912
SH
DFND
1217912
0
0
PHILLIPS 66
COM
718546104
31645
388093
SH
DFND
388093
0
0
PINNACLE FINL PARTNERS INC
COM
72346Q104
9798
110514
SH
DFND
110514
0
0
PINNACLE WEST CAP CORP
COM
723484101
10818
132980
SH
DFND
132980
0
0
PIONEER BANCORP INC
COM
723561106
2296
197095
SH
DFND
197095
0
0
PIPER SANDLER COMPANIES
COM
724078100
3830
34927
SH
DFND
34927
0
0
PLANET FITNESS INC
CL A
72703H101
1761
22902
SH
DFND
22902
0
0
PNC FINL SVCS GROUP INC
COM
693475105
65736
374755
SH
DFND
374755
0
0
POLARIS INC
COM
731068102
4236
31729
SH
DFND
31729
0
0
POPULAR INC
COM NEW
733174700
44178
628237
SH
DFND
628237
0
0
POWELL INDS INC
COM
739128106
3267
96445
SH
DFND
96445
0
0
PPL CORP
COM
69351T106
34109
1182691
SH
DFND
1182691
0
0
PRICE T ROWE GROUP INC
COM
74144T108
56879
331463
SH
DFND
331463
0
0
PRIMERICA INC
COM
74164M108
3050
20634
SH
DFND
20634
0
0
PRIMORIS SVCS CORP
COM
74164F103
7676
231701
SH
DFND
231701
0
0
PRINCIPAL FINANCIAL GROUP IN
COM
74251V102
14638
244128
SH
DFND
244128
0
0
PROASSURANCE CORP
COM
74267C106
2212
82659
SH
DFND
82659
0
0
PROCTER AND GAMBLE CO
COM
742718109
111814
825620
SH
DFND
825620
0
0
PROGRESSIVE CORP
COM
743315103
53951
564283
SH
DFND
564283
0
0
PROPETRO HLDG CORP
COM
74347M108
323
30290
SH
DFND
30290
0
0
PROSPERITY BANCSHARES INC
COM
743606105
1214
16207
SH
DFND
16207
0
0
PROVIDENT FINL SVCS INC
COM
74386T105
3220
144507
SH
DFND
144507
0
0
PRUDENTIAL FINL INC
COM
744320102
31966
350890
SH
DFND
350890
0
0
PUBLIC SVC ENTERPRISE GRP IN
COM
744573106
35965
597333
SH
DFND
597333
0
0
PULTE GROUP INC
COM
745867101
74112
1413267
SH
DFND
1413267
0
0
PURPLE INNOVATION INC
COM
74640Y106
6693
211459
SH
DFND
211459
0
0
PZENA INVT MGMT INC
CLASS A
74731Q103
2619
248752
SH
DFND
248752
0
0
QCR HOLDINGS INC
COM
74727A104
289
6125
SH
DFND
6125
0
0
QORVO INC
COM
74736K101
15784
86394
SH
DFND
86394
0
0
QUANTA SVCS INC
COM
74762E102
17543
199394
SH
DFND
199394
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
19795
154235
SH
DFND
154235
0
0
QURATE RETAIL INC
COM SER A
74915M100
2155
183249
SH
DFND
183249
0
0
RADIAN GROUP INC
COM
750236101
8075
347302
SH
DFND
347302
0
0
RANGE RES CORP
COM
75281A109
10865
1051757
SH
DFND
1051757
0
0
RAYMOND JAMES FINL INC
COM
754730109
14772
120529
SH
DFND
120529
0
0
RAYONIER ADVANCED MATLS INC
COM
75508B104
455
50160
SH
DFND
50160
0
0
RE MAX HLDGS INC
CL A
75524W108
349
8852
SH
DFND
8852
0
0
REALOGY HLDGS CORP
COM
75605Y106
6292
415832
SH
DFND
415832
0
0
RED VIOLET INC
COM
75704L104
2085
113189
SH
DFND
113189
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
27180
57445
SH
DFND
57445
0
0
REGIONS FINANCIAL CORP NEW
COM
7591EP100
17823
862677
SH
DFND
862677
0
0
REGIS CORP MINN
COM
758932107
10780
858305
SH
DFND
858305
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
11022
72377
SH
DFND
72377
0
0
RENASANT CORP
COM
75970E107
4688
113300
SH
DFND
113300
0
0
RENT A CTR INC NEW
COM
76009N100
11102
192545
SH
DFND
192545
0
0
REPUBLIC BANCORP INC KY
CL A
760281204
7439
167972
SH
DFND
167972
0
0
REPUBLIC FIRST BANCORP INC
COM
760416107
3948
1047210
SH
DFND
1047210
0
0
REX AMERICAN RES CORP
COM
761624105
337
3998
SH
DFND
3998
0
0
RHYTHM PHARMACEUTICALS INC
COM
76243J105
920
43263
SH
DFND
43263
0
0
RIVERVIEW BANCORP INC
COM
769397100
3158
455679
SH
DFND
455679
0
0
ROCKY BRANDS INC
COM
774515100
263
4864
SH
DFND
4864
0
0
ROGERS CORP
COM
775133101
2700
14347
SH
DFND
14347
0
0
RPC INC
COM
749660106
235
43440
SH
DFND
43440
0
0
RPM INTL INC
COM
749685103
13456
146501
SH
DFND
146501
0
0
RYMAN HOSPITALITY PPTYS INC
COM
78377T107
33632
433900
SH
DFND
433900
0
0
SABRE CORP
COM
78573M104
2500
168814
SH
DFND
168814
0
0
SALLY BEAUTY HLDGS INC
COM
79546E104
5560
276186
SH
DFND
276186
0
0
SANDRIDGE ENERGY INC
COM NEW
80007P869
59
14990
SH
DFND
14990
0
0
SANDY SPRING BANCORP INC
COM
800363103
2102
48403
SH
DFND
48403
0
0
SANMINA CORPORATION
COM
801056102
7452
180092
SH
DFND
180092
0
0
SANTANDER CONSUMER USA HLDGS
COM
80283M101
4353
160871
SH
DFND
160871
0
0
SCHNITZER STEEL INDS INC
CL A
806882106
890
21294
SH
DFND
21294
0
0
SCHWEITZER-MAUDUIT INTL INC
COM
808541106
7373
150567
SH
DFND
150567
0
0
SCOTTS MIRACLE-GRO CO
CL A
810186106
4157
16970
SH
DFND
16970
0
0
SEALED AIR CORP NEW
COM
81211K100
8052
175741
SH
DFND
175741
0
0
SEI INVTS CO
COM
784117103
7727
126820
SH
DFND
126820
0
0
SELECT ENERGY SVCS INC
CL A COM
81617J301
87
17530
SH
DFND
17530
0
0
SENSATA TECHNOLOGIES HLDG PL
SHS
G8060N102
7030
121303
SH
DFND
121303
0
0
SERVICE CORP INTL
COM
817565104
14611
286219
SH
DFND
286219
0
0
SIGNET JEWELERS LIMITED
SHS
G81276100
18793
324126
SH
DFND
324126
0
0
SIMMONS 1ST NATL CORP
CL A $1 PAR
828730200
5735
193279
SH
DFND
193279
0
0
SINCLAIR BROADCAST GROUP INC
CL A
829226109
5193
177462
SH
DFND
177462
0
0
SKECHERS U S A INC
CL A
830566105
4332
103869
SH
DFND
103869
0
0
SKYWEST INC
COM
830879102
9865
181079
SH
DFND
181079
0
0
SLM CORP
COM
78442P106
63221
3518128
SH
DFND
3518128
0
0
SMART SAND INC
COM
83191H107
45
17940
SH
DFND
17940
0
0
SMUCKER J M CO
COM NEW
832696405
11752
92880
SH
DFND
92880
0
0
SNAP ON INC
COM
833034101
14330
62103
SH
DFND
62103
0
0
SONIC AUTOMOTIVE INC
CL A
83545G102
5184
104585
SH
DFND
104585
0
0
SONOCO PRODS CO
COM
835495102
4748
75010
SH
DFND
75010
0
0
SOUTH ST CORP
COM
840441109
3315
42230
SH
DFND
42230
0
0
SOUTHERN CO
COM
842587107
8201
131936
SH
DFND
131936
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
7790
1675215
SH
DFND
1675215
0
0
SPIRIT AIRLS INC
COM
848577102
8835
239425
SH
DFND
239425
0
0
SPORTSMANS WHSE HLDGS INC
COM
84920Y106
5584
323876
SH
DFND
323876
0
0
STATE STR CORP
COM
857477103
40648
483849
SH
DFND
483849
0
0
STEEL DYNAMICS INC
COM
858119100
16366
322423
SH
DFND
322423
0
0
STERLING BANCORP DEL
COM
85917A100
7230
314083
SH
DFND
314083
0
0
STERLING CONSTR INC
COM
859241101
440
18950
SH
DFND
18950
0
0
STEWART INFORMATION SVCS COR
COM
860372101
2587
49726
SH
DFND
49726
0
0
STIFEL FINL CORP
COM
860630102
16046
250480
SH
DFND
250480
0
0
STITCH FIX INC
COM CL A
860897107
508
10251
SH
DFND
10251
0
0
STONEX GROUP INC
COM
861896108
3692
56472
SH
DFND
56472
0
0
SUNCOKE ENERGY INC
COM
86722A103
241
34320
SH
DFND
34320
0
0
SUNSTONE HOTEL INVS INC NEW
COM
867892101
2210
177389
SH
DFND
177389
0
0
SUPER MICRO COMPUTER INC
COM
86800U104
2408
61647
SH
DFND
61647
0
0
SUPERNUS PHARMACEUTICALS INC
COM
868459108
6623
252989
SH
DFND
252989
0
0
SVB FINANCIAL GROUP
COM
78486Q101
22784
46154
SH
DFND
46154
0
0
SYNCHRONY FINANCIAL
COM
87165B103
32935
810002
SH
DFND
810002
0
0
SYNOVUS FINL CORP
COM NEW
87161C501
3014
65879
SH
DFND
65879
0
0
SYSCO CORP
COM
871829107
6149
78089
SH
DFND
78089
0
0
TACTILE SYS TECHNOLOGY INC
COM
87357P100
9465
173709
SH
DFND
173709
0
0
TARGET CORP
COM
87612E106
112503
567997
SH
DFND
567997
0
0
TAYLOR MORRISON HOME CORP
COM
87724P106
14740
478431
SH
DFND
478431
0
0
TCF FINL CORP
COM
872307103
2971
63949
SH
DFND
63949
0
0
TECHNIPFMC PLC
COM
G87110105
904
117099
SH
DFND
117099
0
0
TEGNA INC
COM
87901J105
14874
789902
SH
DFND
789902
0
0
TEJON RANCH CO
COM
879080109
348
20768
SH
DFND
20768
0
0
TEMPUR SEALY INTL INC
COM
88023U101
3338
91289
SH
DFND
91289
0
0
TEREX CORP NEW
COM
880779103
5196
112779
SH
DFND
112779
0
0
TERRITORIAL BANCORP INC
COM
88145X108
3036
114732
SH
DFND
114732
0
0
TEXAS CAP BANCSHARES INC
COM
88224Q107
2718
38325
SH
DFND
38325
0
0
TEXTRON INC
COM
883203101
44834
799469
SH
DFND
799469
0
0
THOR INDS INC
COM
885160101
33249
246764
SH
DFND
246764
0
0
TIDEWATER INC NEW
COM
88642R109
212
16900
SH
DFND
16900
0
0
TIMKENSTEEL CORPORATION
COM
887399103
159
13560
SH
DFND
13560
0
0
TITAN MACHY INC
COM
88830R101
7711
302397
SH
DFND
302397
0
0
T-MOBILE US INC
COM
872590104
41780
333470
SH
DFND
333470
0
0
TOLL BROTHERS INC
COM
889478103
27099
477682
SH
DFND
477682
0
0
TOTAL SE
SPONSORED ADS
89151E109
2927
62900
SH
DFND
62900
0
0
TRACTOR SUPPLY CO
COM
892356106
15609
88146
SH
DFND
88146
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
7864
2215071
SH
DFND
2215071
0
0
TRAVELCENTERS OF AMERICA INC
COM NEW
89421B109
309
11390
SH
DFND
11390
0
0
TRAVELERS COMPANIES INC
COM
89417E109
61485
408811
SH
DFND
408811
0
0
TRECORA RES
COM
894648104
152
19600
SH
DFND
19600
0
0
TREEHOUSE FOODS INC
COM
89469A104
30861
590747
SH
DFND
590747
0
0
TRI POINTE HOMES INC
COM
87265H109
12747
626086
SH
DFND
626086
0
0
TRICO BANCSHARES
COM
896095106
999
21088
SH
DFND
21088
0
0
TRINITY INDS INC
COM
896522109
7518
263873
SH
DFND
263873
0
0
TRIPLE-S MGMT CORP
CL B
896749108
485
18617
SH
DFND
18617
0
0
TRISTATE CAP HLDGS INC
COM
89678F100
4038
175113
SH
DFND
175113
0
0
TRITON INTL LTD
CL A
G9078F107
18112
329377
SH
DFND
329377
0
0
TRONOX HOLDINGS PLC
SHS
G9087Q102
5956
325446
SH
DFND
325446
0
0
TRUECAR INC
COM
89785L107
195
40810
SH
DFND
40810
0
0
TRUIST FINL CORP
COM
89832Q109
35656
611389
SH
DFND
611389
0
0
TRUSTCO BK CORP N Y
COM
898349105
228
30988
SH
DFND
30988
0
0
TRUSTMARK CORP
COM
898402102
5171
153628
SH
DFND
153628
0
0
TTM TECHNOLOGIES INC
COM
87305R109
3508
241956
SH
DFND
241956
0
0
TUTOR PERINI CORP
COM
901109108
763
40252
SH
DFND
40252
0
0
TWO HBRS INVT CORP
COM NEW
90187B408
48904
6671770
SH
DFND
6671770
0
0
TYSON FOODS INC
CL A
902494103
77789
1046957
SH
DFND
1046957
0
0
UGI CORP NEW
COM
902681105
30399
741253
SH
DFND
741253
0
0
ULTA BEAUTY INC
COM
90384S303
24980
80797
SH
DFND
80797
0
0
UMB FINL CORP
COM
902788108
12934
140080
SH
DFND
140080
0
0
UMPQUA HLDGS CORP
COM
904214103
9783
557448
SH
DFND
557448
0
0
UNITED BANKSHARES INC WEST V
COM
909907107
6648
172313
SH
DFND
172313
0
0
UNITED NAT FOODS INC
COM
911163103
8676
263386
SH
DFND
263386
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
93011
547157
SH
DFND
547157
0
0
UNITED RENTALS INC
COM
911363109
19994
60716
SH
DFND
60716
0
0
UNITED STATES STL CORP NEW
COM
912909108
16817
642600
SH
DFND
642600
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
300403
807382
SH
DFND
807382
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
11865
88948
SH
DFND
88948
0
0
UNIVERSAL LOGISTICS HLDGS IN
COM
91388P105
294
11180
SH
DFND
11180
0
0
UNIVERSAL STAINLESS & ALLOY
COM
913837100
1908
187602
SH
DFND
187602
0
0
UNUM GROUP
COM
91529Y106
2155
77447
SH
DFND
77447
0
0
US BANCORP DEL
COM NEW
902973304
92787
1677572
SH
DFND
1677572
0
0
VALERO ENERGY CORP
COM
91913Y100
25888
361565
SH
DFND
361565
0
0
VALLEY NATL BANCORP
COM
919794107
9821
714802
SH
DFND
714802
0
0
VERA BRADLEY INC
COM
92335C106
140
13850
SH
DFND
13850
0
0
VERITEX HLDGS INC
COM
923451108
1840
56242
SH
DFND
56242
0
0
VERITIV CORP
COM
923454102
451
10594
SH
DFND
10594
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
59801
1028393
SH
DFND
1028393
0
0
VIATRIS INC
COM
92556V106
26028
1863119
SH
DFND
1863119
0
0
VICTORY CAP HLDGS INC
COM CL A
92645B103
1225
47938
SH
DFND
47938
0
0
VIRTUS INVT PARTNERS INC
COM
92828Q109
5254
22310
SH
DFND
22310
0
0
VISHAY INTERTECHNOLOGY INC
NOTE 2.250% 6/1
928298AP3
13145
12060000
PRN
DFND
12060000
0
0
VISTA OUTDOOR INC
COM
928377100
6727
209761
SH
DFND
209761
0
0
VONTIER CORPORATION
COM
928881101
34904
1153086
SH
DFND
1153086
0
0
VOXX INTL CORP
CL A
91829F104
280
14691
SH
DFND
14691
0
0
VOYA FINANCIAL INC
COM
929089100
7469
117359
SH
DFND
117359
0
0
VSE CORP
COM
918284100
347
8773
SH
DFND
8773
0
0
WABTEC
COM
929740108
21165
267368
SH
DFND
267368
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
21745
396088
SH
DFND
396088
0
0
WALKER & DUNLOP INC
COM
93148P102
9316
90676
SH
DFND
90676
0
0
WALMART INC
COM
931142103
6591
48523
SH
DFND
48523
0
0
WARRIOR MET COAL INC
COM
93627C101
3058
178498
SH
DFND
178498
0
0
WATERSTONE FINL INC MD
COM
94188P101
256
12552
SH
DFND
12552
0
0
WEBSTER FINL CORP CONN
COM
947890109
770
13970
SH
DFND
13970
0
0
WELLS FARGO CO NEW
COM
949746101
235351
6023822
SH
DFND
6023822
0
0
WESBANCO INC
COM
950810101
2528
70110
SH
DFND
70110
0
0
WESTERN ALLIANCE BANCORP
COM
957638109
10277
108821
SH
DFND
108821
0
0
WESTERN DIGITAL CORP.
NOTE 1.500% 2/0
958102AP0
23857
23275000
PRN
DFND
23275000
0
0
WESTERN NEW ENG BANCORP INC
COM
958892101
2955
350476
SH
DFND
350476
0
0
WESTERN UN CO
COM
959802109
11527
467449
SH
DFND
467449
0
0
WHIRLPOOL CORP
COM
963320106
19046
86435
SH
DFND
86435
0
0
WHOLE EARTH BRANDS INC
COM CL A
96684W100
6505
498843
SH
DFND
498843
0
0
WILLIAMS COS INC
COM
969457100
32583
1375405
SH
DFND
1375405
0
0
WILLIAMS SONOMA INC
COM
969904101
10917
60919
SH
DFND
60919
0
0
WINNEBAGO INDS INC
COM
974637100
7493
97674
SH
DFND
97674
0
0
WINTRUST FINL CORP
COM
97650W108
4502
59387
SH
DFND
59387
0
0
WORLD FUEL SVCS CORP
COM
981475106
5472
155454
SH
DFND
155454
0
0
WSFS FINL CORP
COM
929328102
4278
85927
SH
DFND
85927
0
0
XEROX HOLDINGS CORP
COM NEW
98421M106
1706
70289
SH
DFND
70289
0
0
ZIMMER BIOMET HOLDINGS INC
COM
98956P102
24165
150954
SH
DFND
150954
0
0
ZIONS BANCORPORATION N A
COM
989701107
12531
227996
SH
DFND
227996
0
0
ZOGENIX INC
COM NEW
98978L204
798
40901
SH
DFND
40901
0
0
ZUMIEZ INC
COM
989817101
453
10560
SH
DFND
10560
0
0